+376.0%
TGT vs HCA
+1,718.5%
-1,342.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -5.0% | +2.9% | -8.0% | -5.7% |
| 30D | +3.0% | +2.4% | +0.7% | +2.5% |
| 3M | +22.6% | +13.0% | +9.6% | +19.2% |
| 6M | +31.2% | -21.4% | +52.6% | +37.1% |
| YTD | +63.7% | -9.5% | +73.2% | +65.9% |
| 1Y | +78.5% | +7.5% | +71.0% | +74.4% |
| 3Y | +40.5% | +57.6% | -17.1% | +25.5% |
| 5Y | -25.6% | +71.1% | -96.7% | -35.5% |
| 10Y | +204.7% | +498.8% | -294.1% | +113.3% |
| All | +376.0% | +1,718.5% | -1,342.6% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling